[R] density() integrates to 1?

Ross Boylan ross at biostat.ucsf.edu
Wed Sep 24 23:36:15 CEST 2003


Visual inspection of the plot of a density() function vs a normal with
the same mean and variance suggests the area under the density curve is
bigger than under the normal curve.  The two curves are very close over
most of the domain.  Assuming the normal curve does integrate to 1, this
implies the area under density() is > 1.

Is there any assurance that the density kernel smoother produces
something that integrates to 1?  Or am I seeing things?

I suppose an additional complexity is that density() produces discrete
output, but then I'm looking at the continuous curve plot produced.




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